+160.2%
KNX vs GME
+285.6%
-125.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.3% | -1.6% |
| 7D | -5.6% | +10.4% | -16.0% | -5.8% |
| 30D | -4.4% | +14.1% | -18.5% | -4.7% |
| 3M | -17.3% | -4.6% | -12.7% | -17.3% |
| 6M | +22.6% | -13.5% | +36.2% | +22.9% |
| YTD | +31.1% | +5.3% | +25.8% | +30.9% |
| 1Y | +60.2% | -14.9% | +75.1% | +60.5% |
| 3Y | +35.8% | +24.3% | +11.5% | +31.9% |
| 5Y | +38.9% | -55.6% | +94.5% | +35.7% |
| All | +160.2% | +285.6% | -125.4% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling